Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49083.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43171.01 Kr¶

PnL: ---------------------------------------> -1704.57 Kr¶

DD now: ---------------------------------> -7.6 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 12:58:21.995140'

Anic Portfolio¶

Today¶

Return: -0.276 %¶

This Week¶

Return: -3.287 %¶

Total portfolio value¶

Return including deposits: 60.686 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.680000 1506.380000 83.380000 5.860000 1423.000014
Hennes & Mauritz B 6 0.510000 921.600000 9.600000 1.050000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.560000 954.800000 4.800000 0.510000 950.000002
Atrium Ljungberg B 5 0.170000 905.000000 1.000000 0.110000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
ASSA ABLOY B 4 -1.250000 976.400000 -16.600000 -1.670000 993.000000
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
OX2 12 -0.540000 886.200000 -22.800000 -2.510000 909.000000
AcadeMedia 20 -1.490000 951.600000 -26.400000 -2.700000 978.000000
Creaspac SPAC 40 -0.310000 3804.000000 -30.000000 -0.780000 3834.000000
Investor B 3 -0.360000 626.550000 -31.450000 -4.780000 657.999999
Bufab 3 -1.360000 1044.000000 -32.000000 -2.970000 1076.000001
Platzer Fastigheter Holding B 12 0.790000 916.800000 -34.200000 -3.600000 951.000000
Latour B 4 -1.210000 819.600000 -36.400000 -4.250000 856.000000
Byggmax Group 33 -0.420000 930.600000 -36.400000 -3.760000 966.999990
Vitrolife 3 -2.830000 639.600000 -37.400000 -5.520000 677.000001
Sandvik 4 -1.410000 810.400000 -37.600000 -4.430000 848.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Alimak Group 12 -1.710000 966.000000 -41.000000 -4.070000 1007.000004
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
Catena 2 -0.210000 761.200000 -44.800000 -5.560000 806.000000
Sagax B 4 -1.820000 840.000000 -45.000000 -5.080000 885.000000
SKF B 5 -1.010000 935.000000 -45.000000 -4.590000 980.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Gränges 10 -2.600000 992.500000 -46.500000 -4.480000 1039.000000
Hexatronic Group 15 -1.610000 1024.500000 -46.500000 -4.340000 1071.000000
EQT 4 -0.240000 825.600000 -47.400000 -5.430000 873.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.360000 884.000000 -73.000000 -7.630000 957.000000
Orrön Energy 170 -1.330000 1949.050000 -96.950000 -4.740000 2045.999980
Hexagon B 26 -1.360000 3292.900000 -127.100000 -3.720000 3420.000012
VEF 788 -0.450000 1760.390000 -142.610000 -7.490000 1903.000300
Sedana Medical 93 -0.580000 2546.340000 -437.240000 -14.650000 2983.577733
TOTAL 43171.010000 -1704.570000 -7.60001% 44875.578016

Updated:¶

'2023-06-22 12:58:38.566955'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶